+504.6%
CSX vs KMB
+17.3%
+487.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -3.4% | -3.0% | -0.3% | -2.5% |
| 30D | -3.1% | -5.5% | +2.4% | -1.5% |
| 3M | +7.2% | +14.0% | -6.8% | +2.5% |
| 6M | +16.2% | +4.1% | +12.1% | +14.1% |
| YTD | +37.5% | +8.0% | +29.5% | +33.3% |
| 1Y | +53.2% | -13.7% | +67.0% | +58.9% |
| 3Y | +68.2% | -5.9% | +74.2% | +67.2% |
| 5Y | +65.2% | -8.6% | +73.8% | +64.6% |
| All | +504.6% | +17.3% | +487.3% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling